17,338 research outputs found
Computationally efficient recursions for top-order invariant polynomials with applications
The top-order zonal polynomials Ck(A),and top-order invariant polynomials Ck1,...,kr(A1,...,Ar)in which each of the partitions of ki,i = 1,..., r,has only one part, occur frequently in multivariate distribution theory, and econometrics - see, for example Phillips (1980, 1984, 1985, 1986), Hillier (1985, 2001), Hillier and Satchell (1986), and Smith (1989, 1993). However, even with the recursive algorithms of Ruben (1962) and Chikuse (1987), numerical evaluation of these invariant polynomials is extremely time consuming. As a result, the value of invariant polynomials has been largely confined to analytic work on distribution theory. In this paper we present new, very much more efficient, algorithms for computing both the top-order zonal and invariant polynomials. These results should make the theoretical results involving these functions much more valuable for direct practical study. We demonstrate the value of our results by providing fast and accurate algorithms for computing the moments of a ratio of quadratic forms in normal random variables.
Improving multivariate Horner schemes with Monte Carlo tree search
Optimizing the cost of evaluating a polynomial is a classic problem in
computer science. For polynomials in one variable, Horner's method provides a
scheme for producing a computationally efficient form. For multivariate
polynomials it is possible to generalize Horner's method, but this leaves
freedom in the order of the variables. Traditionally, greedy schemes like
most-occurring variable first are used. This simple textbook algorithm has
given remarkably efficient results. Finding better algorithms has proved
difficult. In trying to improve upon the greedy scheme we have implemented
Monte Carlo tree search, a recent search method from the field of artificial
intelligence. This results in better Horner schemes and reduces the cost of
evaluating polynomials, sometimes by factors up to two.Comment: 5 page
Sparse multivariate polynomial interpolation in the basis of Schubert polynomials
Schubert polynomials were discovered by A. Lascoux and M. Sch\"utzenberger in
the study of cohomology rings of flag manifolds in 1980's. These polynomials
generalize Schur polynomials, and form a linear basis of multivariate
polynomials. In 2003, Lenart and Sottile introduced skew Schubert polynomials,
which generalize skew Schur polynomials, and expand in the Schubert basis with
the generalized Littlewood-Richardson coefficients.
In this paper we initiate the study of these two families of polynomials from
the perspective of computational complexity theory. We first observe that skew
Schubert polynomials, and therefore Schubert polynomials, are in \CountP
(when evaluating on non-negative integral inputs) and \VNP.
Our main result is a deterministic algorithm that computes the expansion of a
polynomial of degree in in the basis of Schubert
polynomials, assuming an oracle computing Schubert polynomials. This algorithm
runs in time polynomial in , , and the bit size of the expansion. This
generalizes, and derandomizes, the sparse interpolation algorithm of symmetric
polynomials in the Schur basis by Barvinok and Fomin (Advances in Applied
Mathematics, 18(3):271--285). In fact, our interpolation algorithm is general
enough to accommodate any linear basis satisfying certain natural properties.
Applications of the above results include a new algorithm that computes the
generalized Littlewood-Richardson coefficients.Comment: 20 pages; some typos correcte
- …